NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.770 |
2.774 |
0.004 |
0.1% |
2.695 |
| High |
2.800 |
2.813 |
0.013 |
0.5% |
2.818 |
| Low |
2.735 |
2.692 |
-0.043 |
-1.6% |
2.641 |
| Close |
2.799 |
2.736 |
-0.063 |
-2.3% |
2.793 |
| Range |
0.065 |
0.121 |
0.056 |
86.2% |
0.177 |
| ATR |
0.097 |
0.099 |
0.002 |
1.8% |
0.000 |
| Volume |
18,373 |
14,290 |
-4,083 |
-22.2% |
111,387 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.110 |
3.044 |
2.803 |
|
| R3 |
2.989 |
2.923 |
2.769 |
|
| R2 |
2.868 |
2.868 |
2.758 |
|
| R1 |
2.802 |
2.802 |
2.747 |
2.775 |
| PP |
2.747 |
2.747 |
2.747 |
2.733 |
| S1 |
2.681 |
2.681 |
2.725 |
2.654 |
| S2 |
2.626 |
2.626 |
2.714 |
|
| S3 |
2.505 |
2.560 |
2.703 |
|
| S4 |
2.384 |
2.439 |
2.669 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.214 |
2.890 |
|
| R3 |
3.105 |
3.037 |
2.842 |
|
| R2 |
2.928 |
2.928 |
2.825 |
|
| R1 |
2.860 |
2.860 |
2.809 |
2.894 |
| PP |
2.751 |
2.751 |
2.751 |
2.768 |
| S1 |
2.683 |
2.683 |
2.777 |
2.717 |
| S2 |
2.574 |
2.574 |
2.761 |
|
| S3 |
2.397 |
2.506 |
2.744 |
|
| S4 |
2.220 |
2.329 |
2.696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.327 |
|
2.618 |
3.130 |
|
1.618 |
3.009 |
|
1.000 |
2.934 |
|
0.618 |
2.888 |
|
HIGH |
2.813 |
|
0.618 |
2.767 |
|
0.500 |
2.753 |
|
0.382 |
2.738 |
|
LOW |
2.692 |
|
0.618 |
2.617 |
|
1.000 |
2.571 |
|
1.618 |
2.496 |
|
2.618 |
2.375 |
|
4.250 |
2.178 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.761 |
| PP |
2.747 |
2.752 |
| S1 |
2.742 |
2.744 |
|